| Home > Publications > Reports > Numerical Analysis and Applied Mathematics (TW) |
TW 314
P. Van gucht and A. Bultheel
Using orthogonal rational functions for system identification
Abstract
We establish two different algorithms that return an approximation of
a system transfer function if input and ouput data are given.
The model we use, is written as a linear combination of
orthogonal rational functions (ORF),
with respect to a weight function which depends on the input data.
In the first algorithm a continous inner product leads to a
least squares problem with a well conditioned matrix.
Due to the fact that the data is finite we cannot
solve the least squares problem recursively.
This problem can be solved if we use a discrete inner product. For
this
approach however we need the z-transform of the input and
output in some
points.
